Quantitative Modeler Systematic Investing at coni+partner AG
Zurich, Zurich, Switzerland -
Full Time


Start Date

Immediate

Expiry Date

06 Feb, 26

Salary

0.0

Posted On

08 Nov, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Mathematics, Physics, Quantitative Finance, Equity Derivatives, FX Derivatives, Financial Mathematics, Probability Theory, Stochastic Calculus, Quantitative Systematic Investments, Data Pipelines, Volatility Estimation, Relative Value Analysis, Time Series Analysis, Machine Learning, Statistical Models, Programming

Industry

Business Consulting and Services

Description
coni + partner, established 1993, is a consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates. Our client is an international Bank in Zurich. We are searching for a finance mathematician (m, f, d) as Quantitative Modeler Systematic Investing Aufgaben Researching and developing quantitative models for systematic trading strategies / Working on pricing models for Equity and FX Derivative products / Improving the risk management of these products with different hedging strategies and better volatility estimation / Supporting the analytics on the trading desk / Interfacing with Risk Management and IT for validation and integration. Qualifikation Master or Ph.D. in Mathematics, Physics or Quantitative Finance / Sound experience in Equity or FX Derivatives modeling in the banking industry / Strong knowledge of financial mathematics, probability theory and stochastic calculus / Experience with quantitative systematic investments (QIS) and with data pipelines - a must / Experience on volatility estimation, relative value analysis / Good knowledge in time series analysis, machine learning, statistical models / Strong programming skills, e.g. Java, C++, SQL, / Energetic, team oriented personality / Strong communication skills / Ability to quickly deliver and work under pressure / German and English. Please send us your documents for an initial contact by e-mail to contact@coni-partner. com or call us on +41 44 254 90 10. Mr. Ivano Coni would like to coni + partner ag Ivano Coni Managing Director Klosbachstrasse 107 8032 Zürich Tel.: +41 44 254 90 10
Responsibilities
Research and develop quantitative models for systematic trading strategies and pricing models for Equity and FX Derivative products. Improve risk management with different hedging strategies and support analytics on the trading desk.
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